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iShares MSCI USA Min Vol Factor ETF

328 hedge funds and large institutions have $6.68B invested in iShares MSCI USA Min Vol Factor ETF in 2016 Q4 according to their latest regulatory filings, with 55 funds opening new positions, 91 increasing their positions, 150 reducing their positions, and 35 closing their positions.

New
Increased
Maintained
Reduced
Closed

57% more first-time investments, than exits

New positions opened: 55 | Existing positions closed: 35

41% more call options, than puts

Call options by funds: $10.2M | Put options by funds: $7.21M

5% more funds holding

Funds holding: 313328 (+15)

3.08% less ownership

Funds ownership: 57.25%54.17% (-3.1%)

11% less funds holding in top 10

Funds holding in top 10: 7365 (-8)

19% less capital invested

Capital invested by funds: $8.26B → $6.68B (-$1.59B)

39% less repeat investments, than reductions

Existing positions increased: 91 | Existing positions reduced: 150

Holders
328
Holders Change
+15
Holders Change %
+4.79%
% of All Funds
8.2%
Holding in Top 10
65
Holding in Top 10 Change
-8
Holding in Top 10 Change %
-10.96%
% of All Funds
1.63%
New
55
Increased
91
Reduced
150
Closed
35
Calls
$10.2M
Puts
$7.21M
Net Calls
+$2.95M
Net Calls Change
-$495K
Name Holding Trade Value Shares
Change
Change in
Stake
TCM
51
TD Capital Management
Tennessee
$23.2M -$226K -5,067 -1%
Stifel Financial
52
Stifel Financial
Missouri
$22.1M +$1.26M +28,216 +6%
BlackRock
53
BlackRock
New York
$21.5M +$7.32M +163,990 +53%
Janney Montgomery Scott
54
Janney Montgomery Scott
Pennsylvania
$21.1M -$1.47M -33,010 -7%
EK
55
Evensky & Katz
Florida
$21M +$518K +11,611 +3%
EC
56
Estate Counselors
Wisconsin
$20.2M +$1.68M +37,620 +9%
LWA
57
Lowe Wealth Advisors
Maryland
$19.7M -$231K -5,166 -1%
Bessemer Group
58
Bessemer Group
New Jersey
$19.6M +$18.7M +419,830 +3,285%
Fidelity Investments
59
Fidelity Investments
Massachusetts
$19.5M +$2M +44,739 +12%
FDCC
60
Foster Dykema Cabot & Co
Massachusetts
$19.2M +$7.7M +172,522 +68%
USAA
61
United Services Automobile Association
Texas
$18.2M -$37.9M -848,700 -68%
TF
62
Tompkins Financial
New York
$18.1M -$195K -4,359 -1%
N
63
Natixis
France
$18.1M
SCM
64
Stonehearth Capital Management
Massachusetts
$17.5M -$502K -11,257 -3%
BTS
65
BB&T Securities
Virginia
$17.5M
REMPR
66
Roof Eidam Maycock Peralta (REMP)
California
$17.1M -$108K -2,430 -0.6%
HFA
67
High Falls Advisors
New York
$15.6M -$11.1M -248,130 -42%
LTFS
68
Ladenburg Thalmann Financial Services
Florida
$15.4M -$806K -18,058 -5%
SFA
69
Stewardship Financial Advisors
Georgia
$14.9M +$394K +8,834 +3%
CIA
70
Choate Investment Advisors
Massachusetts
$14.4M -$2.42M -54,192 -15%
Lido Advisors
71
Lido Advisors
California
$14.1M +$886K +19,862 +7%
SGAM
72
Steinberg Global Asset Management
Florida
$14.1M +$259K +5,796 +2%
LFAS
73
Level Four Advisory Services
Texas
$14M +$13.9M +310,395 New
CAL
74
Capital Advisors Ltd
Ohio
$13.9M +$244K +5,478 +2%
ACP
75
Arcus Capital Partners
Georgia
$13.8M -$3.67M -82,350 -21%

USMV Hedge Fund Activity: Q4 2016 in Review

328 of the 4,000 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Min Vol Factor ETF (USMV) for Q4 2016, worth a combined $6.68B — down 19% from $8.26B a quarter earlier.

Buyers outnumbered sellers: 55 funds opened new USMV positions and 35 closed out — a net gain of 20 holders — while 91 added to existing stakes and 150 trimmed.

The largest buyer was Citigroup, adding an estimated $73.2M. The largest seller was Bank of America, cutting an estimated $334M.

  • 328 institutional investors held iShares MSCI USA Min Vol Factor ETF (USMV) as of Q4 2016, up from 313 in Q3 2016.
  • Funds reported $6.68B of iShares MSCI USA Min Vol Factor ETF stock for Q4 2016, down 19% quarter-over-quarter.
  • 55 funds opened new iShares MSCI USA Min Vol Factor ETF positions in Q4 2016 and 35 closed out, a net change of +20 holders.
  • The largest iShares MSCI USA Min Vol Factor ETF buyer in Q4 2016 was Citigroup, an estimated $73.2M added.
  • The largest iShares MSCI USA Min Vol Factor ETF seller in Q4 2016 was Bank of America, an estimated $334M sold.

Based on aggregated 13F filings for Q4 2016.